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A note on the arch effects in hedge ratio estimation : stock index futures

机译：关于套期保值比率估计中的拱效应的说明：股指期货

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摘要

Includes bibliographical references (p. 13-14).

机译：包括参考书目（第13-14页）。

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作者
Bera Anil K.; Park Hun; Bubnys Edward Leo;
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年度 1986
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原文格式 PDF
正文语种 {"code":"en","name":"English","id":9}
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A note on the arch effects in hedge ratio estimation : stock index futures

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